Pages that link to "Item:Q5076896"
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The following pages link to Mean-variance problem for an insurer with default risk under a jump-diffusion risk model (Q5076896):
Displaying 5 items.
- Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
- Optimal reinsurance-investment problem under mean-variance criterion with \(n\) risky assets (Q782116) (← links)
- Non-exponential discounting portfolio management with habit formation (Q828997) (← links)
- Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer (Q1955571) (← links)
- Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process (Q5079961) (← links)